+228.9%
ARM vs UTHR
+150.6%
+78.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.8% |
| 7D | -15.2% | -6.1% | -9.1% | -14.7% |
| 30D | -40.7% | +3.1% | -43.8% | -40.7% |
| 3M | -39.1% | +5.5% | -44.5% | -39.2% |
| 6M | -26.4% | -5.8% | -20.6% | -25.9% |
| YTD | +59.7% | +15.3% | +44.4% | +58.2% |
| 1Y | +10.3% | +23.8% | -13.4% | +8.8% |
| 3Y | +228.9% | +146.3% | +82.5% | +198.5% |
| All | +228.9% | +150.6% | +78.3% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling